FLEXIBLE REGRESSION MODELING VIA RADIAL BASIS FUNCTION NETWORKS AND LASSO-TYPE ESTIMATOR

摘要

In this paper, we develop a new model building procedure based on radial basis function networks; positioning the centres with k-means clustering for the conditional distribution Pr(x|y) and estimating the weights by maximum penalized likelihood with Lasso penalty. We present an information criterion for choosing the regularization and smoothing parameters in the models. The proposed procedure determines the proper number and location of the centres automatically. The simulation result shows that the proposed method performs very well.